+893.6%
HPQ vs MDY
+2,644.5%
-1,750.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.8% | -3.9% |
| 7D | -0.5% | +1.0% | -1.5% | -1.4% |
| 30D | +3.7% | -3.1% | +6.9% | +7.0% |
| 3M | +24.3% | +1.8% | +22.5% | +21.8% |
| 6M | +64.8% | +10.8% | +54.0% | +48.0% |
| YTD | +43.9% | +14.4% | +29.5% | +24.9% |
| 1Y | +11.7% | +15.2% | -3.6% | -3.5% |
| 3Y | +19.7% | +51.2% | -31.5% | -20.8% |
| 5Y | +32.2% | +47.2% | -15.0% | -9.7% |
| 10Y | +198.9% | +171.1% | +27.8% | +13.9% |
| All | +893.6% | +2,644.5% | -1,750.9% | -71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MDY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling